Sequential Decision Rules for Failure Detection.
MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS
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The formulation of the decision making of a failure detection process as a Bayes sequential decision problem BSDP provides a simple conceptualization of the decision rule design problem. As the optimal Bayes rule is not computable, a methodology that is baed on the Baysian approach and aimed at a reduced computational requirement is developed for designing suboptimal rules. A numerical algorithm is constructed to facilitate the design and performance evaluation of these suboptimal rules. The result of applying this design methodology to an example shows that this approach is a useful one. Author
- Statistics and Probability